Functional GARCH models: the quasi-likelihood approach and its applications (Q1740298)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Functional GARCH models: the quasi-likelihood approach and its applications |
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Functional GARCH models: the quasi-likelihood approach and its applications (English)
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30 April 2019
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functional time series
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high-frequency volatility models
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intraday returns
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functional QMLE
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stationarity of functional GARCH
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